+3,712.1%
LITE vs AWK
+267.0%
+3,445.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -0.5% | +11.1% | +10.7% |
| 7D | +3.4% | 0.0% | +3.4% | +3.3% |
| 30D | -34.9% | +15.5% | -50.4% | -36.0% |
| 3M | -21.0% | +10.0% | -31.0% | -22.1% |
| 6M | -38.5% | +20.4% | -58.9% | -40.3% |
| YTD | +75.8% | +17.1% | +58.8% | +70.1% |
| 1Y | +156.7% | +18.3% | +138.4% | +147.2% |
| 3Y | +1,498.6% | +30.4% | +1,468.2% | +1,312.5% |
| 5Y | +610.9% | -2.7% | +613.6% | +593.0% |
| 10Y | +1,670.7% | +154.7% | +1,516.0% | +1,221.8% |
| All | +3,712.1% | +267.0% | +3,445.1% | +1,699.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AWK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling